List of Articles Volatility

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - The Impact of Audit Committee on the Relationship between Financial Reporting Readability and Specific Volatility of Stock Returns
  Abdolrasoul Rahmanian Koushkaki Ali Akbar Alahyari Kamal Bagherzadeh Houshmandi Mehdi Mehravar
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - The relationship between Conditional conservatism of accounting and The Stock Price Crash Risk
  Omid Farhad Touski Rahman doostian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Designing the financial stress index based on the turbulence of global variables and its relationship with the index of the Tehran Stock Exchange and the exchange rate
  hamidreza reisizadeh میرفیض فلاح شمس Gholamreza Zomorodian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - Investigation of Multifractaly Models in Finance
  Fraydoon R. Roodposhti Mahdeyeh Klantari Dehaghi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - The Relationship between Holding Periods for Common Stocks with Bid-Ask Spread, Market Value of the Firm and Return Volatility in Tehran Stock Exchange
  علی جعفری مهسا هنرمند حمید ذوالفقاری امیر رسائیان
• Open Access Article
  • Abstract Page
  • Full-Text
  
  6 - Momentum, Origin of Specific Volatility
  Maryam Davalo
• Open Access Article
  • Abstract Page
  • Full-Text
  
  7 - Investigation of Volatility Forecast Errors using Geometric Brownian Motion and GARCH Models in Sector Indices of Tehran Securities Exchange
  Ershad Emami Alireza Heidarzadeh Hanzaei
  10.30495/jfksa.2022.21084
• Open Access Article
  • Abstract Page
  • Full-Text
  
  8 - Investigation of relation between the currency rates of volatility on open position of Tejarat bank
  H. Ebrahimi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  9 - Investigation of turbulence Contagion and risk dynamics of real and virtual currency with DCC conditional model
  ALI BAGHBAN HAMIDREZA KORDLOUIE mirfeyz fallah Reza Gholami Jamkarani
  10.30495/jfksa.2022.21086
• Open Access Article
  • Abstract Page
  • Full-Text
  
  10 - The study of popularity theory in Iran's financial market and its relationship with stock returns and stock returns volatilities in Tehran Stock Exchange
  S. Alireza Mirarab baygi Hashem Mokari Mohsen Nazarizadeh
• Open Access Article
  • Abstract Page
  • Full-Text
  
  11 - Prediction Stock Volatility and Probability Extreme Return
  felor ghorashi ghodratollah emamverdi Sayedeh Mahboubeh Jafari Ali Baghani Yadollah NouriFard
• Open Access Article
  • Abstract Page
  • Full-Text
  
  12 - Investigating the Limits-of-Arbitrage and Arbitrage Asymmetry on the Idiosyncratic Volatility Return Premium in the Tehran Stock Exchange
  hamidreza heidari Elham Farzanegan
  10.30495/jfksa.2023.22392
• Open Access Article
  • Abstract Page
  • Full-Text
  
  13 - Investigating the existence of magnet effect caused by price limit volatility and the role of institutional investors on it
  Mirfaze Fallah Shams S. M. Mousavieyvanaki
• Open Access Article
  • Abstract Page
  • Full-Text
  
  14 - Providing a Comprehensive Model for Measuring the Stock Price Bubble in Portfolio Management with a Behavioral Approach
  ALI RAMEZANI fereydon rahnama HAMIDREZA KORDLOUIE Shadi Shahverdiani
  10.30495/jfksa.2023.22462
• Open Access Article
  • Abstract Page
  • Full-Text
  
  15 - Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model
  Monireh Dizaji Asghar Romuozi Asgar Pak Maram Ali paytakhti Oskouie
  10.30495/ijfaes.2023.73861.10137
• Open Access Article
  • Abstract Page
  • Full-Text
  
  16 - Increasing performance and innovation in medical centers by implementing a competitive strategy
  mohamadtaghi amini Hassan Forati Mehdi Haddadzadeh mehrdad parisai
• Open Access Article
  • Abstract Page
  • Full-Text
  
  17 - Augmented Dickey Fuller and Johansen Co-integration Tests of Oil Price Volatility and Stock Price in Emerging Capital Market: A Case of Nigeria
  E. Godsday Okoro
• Open Access Article
  • Abstract Page
  • Full-Text
  
  18 - Investigation the sudden volatility of stock value of the Tehran stock exchange relying on preferences of investors and quality of accounting information
  Mohammad Kheiry Hadi Esmaeilpour Moghadam Vahid Dehbashi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  19 - Clustering of volatility and its asymmetry in Tehran Stock Exchange
  زهرا شیرازیان hashem NIKOUMARAM Taghi´´´ TORABI
• Open Access Article
  • Abstract Page
  • Full-Text
  
  20 - Latent Volatility Modeling and Bayesian Analysis of stochastic Volatility of Intraday Data of Tehran Stock Exchange Index Based on Markov Monte Carlo Chain
  Saeed Shahriyari Peyman Iman zadeh Mehdi Khoshnood
• Open Access Article
  • Abstract Page
  • Full-Text
  
  21 - Effect of Dividend Reduction and Corporate Tax Avoidance on Stock price crash risk (Negative skewness approach and low volatility approach)
  parviz dindar farkoushy Hossein Panahian Hossein jabbari
• Open Access Article
  • Abstract Page
  • Full-Text
  
  22 - The Impact of Real Earning Management on Investors' Asymmetric Perceptions in the Capital Market: Examination of the moderating role of Excess Stock Price Volatility
  Leila Zamanianfar Bahman Banimahd zahra dianati dalami
• Open Access Article
  • Abstract Page
  • Full-Text
  
  23 - Investigating Spillover between the Oil Markets and Stock Market Volatility using Bayesian Multivariate Stochastic Volatility Model
  Ali Farhadian Moslem Nilchi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  24 - The effect of size and intensity of price jumps on forecasting index volatility in Tehran Stock Exchange
  mohsen rajab boloukat ali baghani Ali Najafi Moghadam fatemeh sarraf norouz noorolahzadeh
• Open Access Article
  • Abstract Page
  • Full-Text
  
  25 - Investigating the effect of companies' political relations with the government and information asymmetry on short-term and long-term stock price volatility after initial public offering
  razieh marvi Afsaneh tavangar hamzekolaie Farzaneh heidarpoor ali rohy
• Open Access Article
  • Abstract Page
  • Full-Text
  
  26 - Idiosyncratic Risk and Market Friction in Investment Process
  Mehdi Gholipur Khanegah Reza Eyvazloo Saeed Mahmoodzade Mehdi Rameshg
• Open Access Article
  • Abstract Page
  • Full-Text
  
  27 - Price Limit Effects on Stock Prices Behavior: A Contrarian Investment Strategy Approach
  Hamid Reza Vakili fard Jalal Seifoddini Arash Abjadpour Hossein Maghsoud
• Open Access Article
  • Abstract Page
  • Full-Text
  
  28 - Investigation of Quick Reaction of Tehran Securities Exchange to International Economic Announcement Publications
  Ahmadreza Shiri Mehdi Khorramabadi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  29 - Investigation the Un-Suretunetly of Exchange Rate On Index Price & Level of Investment In Tehran Stock Index (Using VAR and GARCH Models)
  M. Hossein Ranjbar M. Feiz Fallah Shams Rouhollah Rezazadeh
• Open Access Article
  • Abstract Page
  • Full-Text
  
  30 - The effect of maturity date, trade volume and open interests on gold coin future price volatility
  Reza Raei Azam Honardoost Yunes Salmani Peyman Tataei
• Open Access Article
  • Abstract Page
  • Full-Text
  
  31 - Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies
  Saeed Moradpour Reza Tehrani Seyed Mojtaba Mirlohi Ezatolah Abbasian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  32 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship
  Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  33 - Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach
  Kianoush Fathi Vajargah Hossein Eslami Mofid Abadi Ebrahim Abbasi
  10.22034/amfa.2020.1902265.1446
• Open Access Article
  • Abstract Page
  • Full-Text
  
  34 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models
  Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia
  10.22034/amfa.2022.1932695.1605
• Open Access Article
  • Abstract Page
  • Full-Text
  
  35 - Designing a Model to Investigate the Process of Forming Cluster Fluctuations According to the Fractal Structure in Financial Markets
  Amin Amini Bashirzadeh Shahrokh Bozorgmehrian Bahareh Banitalebi Dehkordi
  10.22034/amfa.2023.1973569.1830
• Open Access Article
  • Abstract Page
  • Full-Text
  
  36 - Voluntary Disclosure Dynamics under Risk and Ambiguity for Digital Corporates in Tehran Stock Exchange Market
  Mohammad Feghhi Kashani Teimor Mohammadi Hadi Pirdaye
  10.22034/amfa.2023.1979245.1855
• Open Access Article
  • Abstract Page
  • Full-Text
  
  37 - Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model
  Gholamreza Zomorodian Laleh Barzegar Soghra Kazemi Mohammad Poortalebi
  10.22034/amfa.2016.527821
• Open Access Article
  • Abstract Page
  • Full-Text
  
  38 - Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process
  Maryam Tahmasebi Gholam Hossein Yari
  10.22034/amfa.2020.674944
• Open Access Article
  • Abstract Page
  • Full-Text
  
  39 - A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment
  Mohammad Azim Khodayari Ahmad Yaghobnezhad Khalili Eraghi Khalili Eraghi
  10.22034/amfa.2020.674953
• Open Access Article
  • Abstract Page
  • Full-Text
  
  40 - The effect of Firm Investment on Future volatility of Stock Returns by Considering the Moderating Effect of Accounting Conservatism
  Mehdi Haghighat shahrestani Mohsen Dastgir Afsaneh Soroushyar
• Open Access Article
  • Abstract Page
  • Full-Text
  
  41 - The Effect of financial and trade liberalization on stock market volatility in Selected Developing Countries: dynamic data panel approach
  sirvan aghaie Mohammad Sokhanvar tahereh akhoondzadeh
  10.30495/eco.2022.1933433.2540
• Open Access Article
  • Abstract Page
  • Full-Text
  
  42 - The Effect of Central Bank Transparency on the Output Volatility
  Mohamad ali Ehsani Reza Izadi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  43 - The Effect of Working Capital Management indicators on Firm Value and Stock Return Volatility
  mohamad mohamadi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  44 - Investigating the Relationship Between CEO Characteristics and their Interactive Composition with Financial Risk Volatility
  ,Seyed Mehdi miraeez Seyed Hesam Vaghfi
  10.30495/msds.2022.1952574.1039
• Open Access Article
  • Abstract Page
  • Full-Text
  
  45 - Cybernetics as a management fad
  Mohammad HassanZadeh Zeinab Sedighi Mansoureh HoseiniShoar
• Open Access Article
  • Abstract Page
  • Full-Text
  
  46 - The Effects of Entry of Real Shareholders and Exchange Rate Volatility on the Return on Assets in the Pharmaceutical Materials and Products of Tehran Stock Exchange (Dynamic Panel Data Approach)
  Fereshteh Shams Safa marjan damankeshideh Majid AfsharRad Manijeh HadiNejad Alireza Daghighi Asl
• Open Access Article
  • Abstract Page
  • Full-Text
  
  47 - The risk of stock price crash and the factors affecting it in companies registered in Tehran Stock Exchange
  Yazdan Gudarzi Farahani morvarid khajeh Albert Boghozian Mojtaba Mirlohi Nasser Asgari
• Open Access Article
  • Abstract Page
  • Full-Text
  
  48 - واژه‌های کلیدی: سرریز تلاطم ، معاملات اختلال زا ، بازارهای مالی ، مدل آرچ ، مدل گارچ . طبقه بندی JEL : C22.C32.G11,G4
  Sharara Taheri Abdul Majid Abdul Baqi Attaabadi majid vaziri sarashk Mohammad Hossein Arman
  10.30495/fed.2023.702186
• Open Access Article
  • Abstract Page
  • Full-Text
  
  49 - The dynamics of economic growth and output volatility
  Karim Emami Shohreh Vakilian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  50 - America's Exit from Joint Comprehensive Plan of Action and Turbulence in Iran's economy
  Amir Sajedi Sinaz Sajedi Sajedi
  DOR:20.1001.1.24234974.1398.12.46.4.7
• Open Access Article
  • Abstract Page
  • Full-Text
  
  51 - Analysis of stock returns response to non-systematic risk torque measurement models with a simultaneous role of arbitrage constraints and limited investor
  رقیه طالبی مجید زنجیردار محمدرضا پورفخاران
  DOI: 10.30495/FAAR.1403.1073177
• Open Access Article
  • Abstract Page
  • Full-Text
  
  52 - Effects oF Accruals Qulity on Conditional Volatility
  سلاله فیض اللهی کسینی مریم لشکری زاده
• Open Access Article
  • Abstract Page
  • Full-Text
  
  53 - The Relation between Firm Size and Stock Return Volatility in Different Capital Market Conditions
  Shahnaz Mashayekh Nasim Harraf Amughin
• Open Access Article
  • Abstract Page
  • Full-Text
  
  54 - Performance Quality, Stock Returns and Idiosyncratic Volatility
  Mohammad Amri-Asrami
  10.30495/faar.2023.705565
• Open Access Article
  • Abstract Page
  • Full-Text
  
  55 - The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility
  hossein rad kaftroudi mohammadhasan gholizadeh mahdi fadaei
• Open Access Article
  • Abstract Page
  • Full-Text
  
  56 - Modeling and predicting stock market volatility using neural network and conditional variance patterns
  ali rastinfar mahmood hematfar
• Open Access Article
  • Abstract Page
  • Full-Text
  
  57 - Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model
  Saeed Shahriyari Peyman Iman zadeh mehdi khoshnood
• Open Access Article
  • Abstract Page
  • Full-Text
  
  58 - Comparison Models of Brownian motion and Fractional Brownian Motion and GARCH in Volatility Estimation of Stock Return
  S. Ali Nabavi Chashmi Mariyya Mokhtarinejad
• Open Access Article
  • Abstract Page
  • Full-Text
  
  59 - The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method
  Abdolsadeh Neisy Behrouz Maleki Roozbe Rezaeian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  60 - Including Jump Components in Modeling and Forecasting Realized Volatility: Evidence from Tehran Stock Exchange
  Saeid Fallahpour Vahid Motaharinia
• Open Access Article
  • Abstract Page
  • Full-Text
  
  61 - Optimal Pairs Trading strategy under Statistical Variability of the Spread Process
  Fatemeh Azizzadeh Nasrin Ebadi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  62 - The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization
  Zabihallah Khani masuom abadi Hossein Rajabdorri sara motamed
• Open Access Article
  • Abstract Page
  • Full-Text
  
  63 - Analyzing the Effect of Trade Openness and Good Governance on the Volatility of Economic Growth in Iran
  mostafa rajabi Parnian Zarbakhsh
• Open Access Article
  • Abstract Page
  • Full-Text
  
  64 - Regime Dependent Effects and Cyclical Volatility Spillover of Exchange Rate and Stock Prices in Iran
  Mahdi Mozafarnia MirFeyz Fallahshams Gholamreza Zomorodian
  10.30495/afi.2022.1943113.1055
• Open Access Article
  • Abstract Page
  • Full-Text
  
  65 - An analysis of the volatility and return spillover of venture capital ETFs in the Tehran Stock Exchange
  Meysam Kaviani Maryam Gavara Zahra Nazari
  10.30495/afi.2024.1997211.1258
• Open Access Article
  • Abstract Page
  • Full-Text
  
  66 - Forecasting volatility in Exchange Traded Funds in the Tehran Exchange (ETF) using realized volatility jump models (HAR, HAR-J, HARQ, HARQ-J)
  Shiva Hallaji Mahdi Madanchi Zaj Fereydoun Ohadi Hamidreza Vakilifard
• Open Access Article
  • Abstract Page
  • Full-Text
  
  67 - Forward-looking disclosure and corporate reputation as mechanisms to reduce stock return volatility
  Mohammad Kiamehr Ehsan Kermani Ali Norouzi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  68 - Explaining the mediating role of the factors affecting the delay in the auditor's report on the relationship between income-cost matching and additional stock price fluctuations
  Hamid Khedmatgozar Mojtaba  Maleki Chubari Sina Kheradyar
  DOI: 10.30495/JDAA.1403.1118618
• Open Access Article
  • Abstract Page
  • Full-Text
  
  69 - Investigating factors affecting export price volatility of Iran’s date
  حامد رفیعی sh میرباقری حامد اکبرپور
• Open Access Article
  • Abstract Page
  • Full-Text
  
  70 - The Effects of Exchange Rate Volatility on Foreign Agricultural Trade in Iran
  حسین محمدی مرتضی محمدی فاطمه سخی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  71 - The effect of exchange rate Volatilitys on exports of Iranian food industry (panel data approach)
  ommeh hani mousavi khaledi abbolghasem mortazavi Sadegh khaliliyan
• Open Access Article
  • Abstract Page
  • Full-Text
  
  72 - The Effects of Exchange Rate Volatility on Agricultural Trade in Iran
  F. زمانی H. مهرابی بشرآبادی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  73 - Factors Affecting Supply of Iranian Pistachio Export with Emphasis on the Relative Price Fluctuations
  H. محمدی F. سخی هانی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  74 - The Effect of Exchange Rate Volatility on Agricultural Export
  H. Asgharpur S. Mohammadpoor A. Rezazadeh Kh. Jahangiri